+10.5%
VZ vs OWL
+22.0%
-11.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.6% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | +10.6% | +9.3% | +1.3% | +10.2% |
| 3M | -0.6% | -11.0% | +10.4% | -0.3% |
| 6M | +0.7% | +2.4% | -1.7% | +0.5% |
| YTD | +20.6% | -26.2% | +46.8% | +21.9% |
| 1Y | +22.7% | -27.4% | +50.2% | +24.0% |
| 3Y | +57.2% | -8.7% | +65.9% | +52.8% |
| 5Y | +21.4% | -19.3% | +40.7% | +15.3% |
| All | +10.5% | +22.0% | -11.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling